| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
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| Index | Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues | Day’s Perf. | Index Value |
| Ratchet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2131 % | 2,140.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2131 % | 4,104.8 |
| Floater | 8.90 % | 9.39 % | 36,735 | 10.03 | 4 | -0.2131 % | 2,365.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0800 % | 3,606.5 |
| SplitShare | 4.79 % | 5.26 % | 45,504 | 1.28 | 8 | 0.0800 % | 4,306.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0800 % | 3,360.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1554 % | 2,891.8 |
| Perpetual-Discount | 5.95 % | 6.05 % | 49,913 | 13.81 | 31 | -0.1554 % | 3,153.4 |
| FixedReset Disc | 5.51 % | 6.88 % | 114,568 | 12.59 | 58 | 0.1087 % | 2,668.5 |
| Insurance Straight | 5.85 % | 5.98 % | 67,747 | 13.92 | 20 | -0.5787 % | 3,093.3 |
| FloatingReset | 7.61 % | 7.72 % | 26,720 | 11.66 | 1 | 0.0000 % | 2,849.1 |
| FixedReset Prem | 6.42 % | 5.65 % | 194,728 | 3.75 | 7 | 0.1888 % | 2,581.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1087 % | 2,727.8 |
| FixedReset Ins Non | 5.23 % | 6.17 % | 85,431 | 13.62 | 14 | 0.0412 % | 2,811.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.E | Insurance Straight | -5.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-25 Maturity Price : 21.24 Evaluated at bid price : 21.24 Bid-YTW : 6.20 % |
| IFC.PR.I | Insurance Straight | -3.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-25 Maturity Price : 22.07 Evaluated at bid price : 22.40 Bid-YTW : 6.08 % |
| CU.PR.J | Perpetual-Discount | -3.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-25 Maturity Price : 19.62 Evaluated at bid price : 19.62 Bid-YTW : 6.16 % |
| SLF.PR.H | FixedReset Ins Non | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-25 Maturity Price : 18.79 Evaluated at bid price : 18.79 Bid-YTW : 6.54 % |
| PWF.PR.T | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-25 Maturity Price : 21.85 Evaluated at bid price : 22.25 Bid-YTW : 6.11 % |
| PWF.PR.A | Floater | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-25 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 8.05 % |
| BIP.PR.A | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-25 Maturity Price : 21.27 Evaluated at bid price : 21.27 Bid-YTW : 7.63 % |
| NA.PR.W | FixedReset Disc | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-25 Maturity Price : 22.26 Evaluated at bid price : 23.00 Bid-YTW : 5.64 % |
| CCS.PR.C | Insurance Straight | 2.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-25 Maturity Price : 21.51 Evaluated at bid price : 21.51 Bid-YTW : 5.88 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PR.T | FixedReset Disc | 29,113 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-25 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 7.17 % |
| BMO.PR.E | FixedReset Prem | 25,765 | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-11-25 Maturity Price : 25.00 Evaluated at bid price : 26.60 Bid-YTW : 5.40 % |
| PWF.PR.T | FixedReset Disc | 23,943 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-25 Maturity Price : 21.85 Evaluated at bid price : 22.25 Bid-YTW : 6.11 % |
| BN.PR.R | FixedReset Disc | 22,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-25 Maturity Price : 16.68 Evaluated at bid price : 16.68 Bid-YTW : 7.62 % |
| RY.PR.S | FixedReset Prem | 22,509 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-25 Maturity Price : 23.30 Evaluated at bid price : 25.25 Bid-YTW : 5.34 % |
| BMO.PR.W | FixedReset Disc | 22,077 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-11-25 Maturity Price : 25.00 Evaluated at bid price : 25.14 Bid-YTW : 4.77 % |
| There were 7 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.E | Insurance Straight | Quote: 21.24 – 22.60 Spot Rate : 1.3600 Average : 0.8549 YTW SCENARIO |
| IFC.PR.I | Insurance Straight | Quote: 22.40 – 23.50 Spot Rate : 1.1000 Average : 0.7311 YTW SCENARIO |
| PWF.PR.L | Perpetual-Discount | Quote: 21.08 – 21.90 Spot Rate : 0.8200 Average : 0.6187 YTW SCENARIO |
| CU.PR.J | Perpetual-Discount | Quote: 19.62 – 20.40 Spot Rate : 0.7800 Average : 0.5932 YTW SCENARIO |
| RY.PR.S | FixedReset Prem | Quote: 25.25 – 25.76 Spot Rate : 0.5100 Average : 0.3456 YTW SCENARIO |
| ENB.PF.C | FixedReset Disc | Quote: 18.32 – 18.65 Spot Rate : 0.3300 Average : 0.2041 YTW SCENARIO |
https://www.mulvihill.com/pr/PIC.A/PIC.A_20241026_142719.pdf
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